Careers in Quantitative Finance 2025/26

We will be hosting a number of presentations from prestigious companies in industry, throughout the year. This should give you an insight into working in industry and what careers are available to you. Details of this year's speakers will be updated when they are confirmed, and previous speakers can be found by clicking on the links in the menu.

Unless otherwise stated, the Careers in Quantitative Finance Seminar starts at 15:30 in L3.

 

Tuesday 7th October 2025, 12:30 - Deutsche Bank

"Hear from business representatives at Deutsche Bank who will share insights into their day to day, the Quant structure and give advice on pursuing a career in Quants."

Roel Oomen – Head of QRD Lab for sales and trading

Arnav Kotwal – Quant Analyst

 

Wednesday 15th October 2025 - Barclays

"Please join us for a presentation from representatives across all of Barclays’ quantitative finance teams, where we will discuss algorithmic trading, risk and markets quantitative research, where each team sits within the bank and what a quant does on daily basis. 

We will be discussing open opportunities in the team for off-cycle and summer internships in Quantitative Research, talking you through the application process as well as some research topics previous interns have undertaken with us."

Timothy Brooks – Quantitative Researcher, FX eTrading 

Cathy Xu – Quantitative Researcher, FX eTrading  

Prabhat Vyas - Quantitative Researcher, Equities algorithmic execution

Li Zhou – Quantitative Analyst, Counterparty Credit Risk

Daniel Lowry – Quantitative Developer, Cross Markets

John Taylor – Quantitative Analyst, X-Value Adjustment

 

Wednesday 22nd October 2025 - Qube Research & Technologies

"The event, “An Introduction to QRT – Careers in Quantitative Finance and Technology,” is designed to give students a first-hand look into the world of QRT and the exciting opportunities available within the firm.

During the session, we will share an overview of QRT’s story - our origins, mission, and the innovative work we do at the intersection of quantitative research and technology.

Students will also have the opportunity to hear directly from one of our Research Directors, who will discuss the team’s approach to research, data, and market impact, as well as from an alumni of your university, who will share their personal journey into QRT.

The event aims to provide genuine insight into what a career in quantitative finance looks like, highlight the diverse skill sets we value, and help students understand how they can prepare for future opportunities within QRT."

 

Thursday 23rd October 2025, 12:00, L1 - JP Morgan

Ben Wood - EMEA Head of the QR Equity Derivatives and Systematic Trading 

Amira Akkari - EMEA Head of the QR Equity Derivatives 

Hannah Maidment - Commodities Automated Trading Strategies  

Yiwen Xia - Rates Automated Trading Strategies

 

Wednesday 29th October 2025 - NatWest Markets

George Thorn – Early Talent Recruitment Manager

Vladimir Piterbarg – Quantitative Analytics Managing Director

Andrea Odetti – Quantitative Analytics Director

Jennifer Bagg - Head of Quantitative Analytics Strategy

Paya Sinha – Quantitative Analytics Associate (Recent Graduate)

Denise Dzakpasu - Recent Intern (expected to rejoin as a graduate in 2026)

Harshita Singh Chauhan – Recent Intern (expected to rejoin as a graduate in 2026)

 

Wednesday 5th November - Schonfeld Strategic Advisors 

 

Wednesday 12th November - Nomura

Is there free lunch? 

"Arbitrage can arise when related products are valued using inconsistent models. We will look at an example in the case of spread options, which leads to interesting mathematical questions."

Jan Novotny

Wen Jiang

 

Wednesday 19th November - HSBC

"An opportunity to hear from a variety of colleagues from HSBC introducing Careers in Quantitative Finance. From junior to more senior, you will be able to hear about what they do day to day, their journeys and how to upskill yourself."

Richard Bowen - Quantitative Finance Associate

Dara L Sosulski - Managing Director • GR Digital And Data

Chiranjit Chakraborty - Head Of Data Science And Applied AI • GR Digital And Data

Yosr Khlif - Director • FICC Digital And Data

Victor Felipe Gontijo - Quant Modeller • Equities Digital And Data

Yuanmin Zhang - Quantitative Finance Associate 

 

Wednesday 26th November - Haruko

Dr. Omer Suleman - Co-Founder and Chief Product Officer

Dr. George Weatherill - Senior Quantitative Engineer

Artemiy Denisov Tenetova - Quantitative Engineer

 

Wednesday 3rd December - RBC Capital Markets

"RBC structured rates and FX options quants will give an overview of our work. We develop the trading, pricing and risk software used by our businesses; these are pure modelling enterprises generating annual revenues in the hundres of millions of dollars. Through an introduction to our teams and two mini technical talks covering  some popular  structures we deal in, we hope to introduce participants to the breadth of technology and mathematics that we use in our work."

Felix Eychenne
Felix joined the RBC FX Quantitative Analytics team in 2024 having completed an MSc in Mathematics and Finance at Imperial College. He has an engineering degree from Centrale Nantes  and specialised in applied mathematics.
Lee Drage
Lee runs the FX Quantitative Analytics team at RBC. He started his career in finance at N M Rothschild and Sons trading base and precious metal options and developing derivative valuation models. He joined RBC in 2004. Lee has a degree in physics from Imperial College and PhD in high energy physics from Cambridge.
Sander Willems
Sander is a quantitative finance professional specialised in derivative pricing models. He holds a Ph.D. in Mathematical Finance from the Swiss Federal Institute of Technology in Lausanne (EPFL). His academic research on derivative pricing models has been published in leading international peer-reviewed academic journals. Latest working papers and published articles available at www.sanderwillems.com.
Mark Ryten
I head the structured rates quant team at RBC. I’ve worked in rates, XVA and hybrid modelling since 2004, have had the privilege of learning, developing and creating models, algorithms and mathematical techniques since then. I’ve  had so many excellent colleagues from whom I’ve learnt much of what I know,  I am still enthusiastic to understand  emerging quantitative subjects, and eager to introduce the discipline to a new generations of students, so you can show me something brand new! I studied maths at Cambridge to Part III, got a PhD  in pure mathematics  from the Hebrew University and Leeds, worked as a researcher. Then I discovered quant and applied math, and didn’t really look back.
Last updated on 14 Nov 2025, 10:27am. Please contact us with feedback and comments about this page.